-28.1%
NMG vs SPY
+21.3%
-49.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -6.2% |
| 7D | -8.6% | +0.3% | -8.9% | -9.3% |
| 30D | +1.5% | +0.2% | +1.2% | +1.2% |
| 3M | -23.3% | +2.8% | -26.1% | -27.7% |
| 6M | -37.8% | +14.3% | -52.1% | -55.2% |
| YTD | -44.4% | +14.0% | -58.3% | -59.4% |
| All | -28.1% | +21.3% | -49.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling